Dirichlet partition on symmetric matrices

Dirichlet partition on symmetric matrices

In this work, we study the Dirichlet partition on symmetric matrices. For this, we give some main properties of the Dirichlet distribution. Next, the result of Huillet and Martinez (2003) which gives a remarkable representation of the mean expected value of many functionals of Dirichlet distribution...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Indian journal of pure and applied mathematics 2015-02, Vol.46 (1), p.73-83
Hauptverfasser: Ghorbel, M., Ben Farah, M.
Format: Artikel
Sprache:eng
Schlagworte:
Applications of Mathematics
Mathematics
Mathematics and Statistics
Numerical Analysis
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this work, we study the Dirichlet partition on symmetric matrices. For this, we give some main properties of the Dirichlet distribution. Next, the result of Huillet and Martinez (2003) which gives a remarkable representation of the mean expected value of many functionals of Dirichlet distributions in terms of the mean of independent gamma random variables will be extended on positive definite symmetric matrices.
ISSN:0019-5588
0975-7465
DOI:10.1007/s13226-015-0109-8